MODELS AND TECHNOLOGY FOR THE FINANCIAL INDUSTRY

Academic year
2021/2022 Syllabus of previous years
Official course title
MODELS AND TECHNOLOGY FOR THE FINANCIAL INDUSTRY
Course code
EM1414 (AF:339185 AR:181544)
Modality
On campus classes
ECTS credits
6
Degree level
Master's Degree Programme (DM270)
Educational sector code
SECS-P/02
Period
3rd Term
Course year
2
Where
VENEZIA
Moodle
Go to Moodle page
The teaching is one of the characterizing courses of the Master's Degree course in DATA ANALYTICS FOR BUSINESS AND SOCIETY and reviews the machine learning techniques applied to the financial industry.
The course focuses on understanding the most common algorithms and tools used by data scientists in finance.
During the course, practical cases will be discussed in order to apply the acquired knowledge. Python will be used.
1. Knowledge and comprehension
- study and understanding of the data available in the financial industry
- review of the common machine learning techniques applied to the financial industry

2. Application of Knowledge and comprehension
- Identify and apply the machine learning techniques to the analyzed problem
- Analysis of practical cases with the use of Python

3. Judgment skills
- Validation and testing of the model
Follow the requirements indicated by the Master's Degree course in DATA ANALYTICS FOR BUSINESS AND SOCIETY
Introduction to Machine Learning in the financial industry
Unsupervised learning
Supervised learning and regularization (Linear and Logistic regression, survival analysis, and support vector machines)
Financial Portfolio and regularization
Written material will be provided on the Moodle course linked with the lessons.
Hull, J. (2021). Machine Learning in Business: An Introduction to the World of Data Science. Third Edition. Amazon Distribution.
Assessment consists of a written exam (open questions) and an empirical analysis performed in teams or individually for students attending the course
Lecture. Slides, coding activities, exercises and examples available on Moodle platform.
English
written

This subject deals with topics related to the macro-area "Cities, infrastructure and social capital" and contributes to the achievement of one or more goals of U. N. Agenda for Sustainable Development

Definitive programme.
Last update of the programme: 15/02/2022